Vikas Maurya

MaRDI QIDQ2088319zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Numerical valuation of American options with liquidity shocks using IMEX methods Numerical Algorithms	2026-05-07	Paper
Option pricing using the IMEX-AVF method with high jump intensity Journal of Computational and Applied Mathematics	2025-07-04	Paper
Strong stability preserving multiderivative time marching methods for stiff reaction-diffusion systems Mathematics and Computers in Simulation	2025-04-25	Paper
Acoustic and soliton propagation using fully-discrete energy preserving partially implicit scheme in homogeneous and heterogeneous mediums Computers & Mathematics with Applications	2024-12-03	Paper
Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models Journal of Applied Mathematics and Computing	2024-08-08	Paper
Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods Computers & Mathematics with Applications	2024-06-04	Paper
Efficient pricing of options in jump-diffusion models: novel implicit-explicit methods for numerical valuation Mathematics and Computers in Simulation	2024-04-17	Paper
New RK type time-integration methods for stiff convection-diffusion-reaction systems Computers and Fluids	2023-06-21	Paper
New two-derivative implicit-explicit Runge-Kutta methods for stiff reaction-diffusion systems Journal of Computational Physics	2022-10-21	Paper
Spatiotemporal pattern formations in stiff reaction-diffusion systems by new time marching methods Applied Mathematics and Computation	2022-07-11	Paper

Research outcomes over time

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